Trading Metrics calculated at close of trading on 21-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
7,378.00 |
7,400.50 |
22.50 |
0.3% |
7,049.00 |
High |
7,458.00 |
7,541.00 |
83.00 |
1.1% |
7,361.00 |
Low |
7,349.50 |
7,367.75 |
18.25 |
0.2% |
7,024.75 |
Close |
7,409.50 |
7,534.50 |
125.00 |
1.7% |
7,343.25 |
Range |
108.50 |
173.25 |
64.75 |
59.7% |
336.25 |
ATR |
93.08 |
98.80 |
5.73 |
6.2% |
0.00 |
Volume |
550,615 |
523,249 |
-27,366 |
-5.0% |
1,984,609 |
|
Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,000.75 |
7,941.00 |
7,629.75 |
|
R3 |
7,827.50 |
7,767.75 |
7,582.25 |
|
R2 |
7,654.25 |
7,654.25 |
7,566.25 |
|
R1 |
7,594.50 |
7,594.50 |
7,550.50 |
7,624.50 |
PP |
7,481.00 |
7,481.00 |
7,481.00 |
7,496.00 |
S1 |
7,421.25 |
7,421.25 |
7,518.50 |
7,451.00 |
S2 |
7,307.75 |
7,307.75 |
7,502.75 |
|
S3 |
7,134.50 |
7,248.00 |
7,486.75 |
|
S4 |
6,961.25 |
7,074.75 |
7,439.25 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,251.75 |
8,133.75 |
7,528.25 |
|
R3 |
7,915.50 |
7,797.50 |
7,435.75 |
|
R2 |
7,579.25 |
7,579.25 |
7,405.00 |
|
R1 |
7,461.25 |
7,461.25 |
7,374.00 |
7,520.25 |
PP |
7,243.00 |
7,243.00 |
7,243.00 |
7,272.50 |
S1 |
7,125.00 |
7,125.00 |
7,312.50 |
7,184.00 |
S2 |
6,906.75 |
6,906.75 |
7,281.50 |
|
S3 |
6,570.50 |
6,788.75 |
7,250.75 |
|
S4 |
6,234.25 |
6,452.50 |
7,158.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,541.00 |
7,269.75 |
271.25 |
3.6% |
100.25 |
1.3% |
98% |
True |
False |
455,999 |
10 |
7,541.00 |
6,965.75 |
575.25 |
7.6% |
100.50 |
1.3% |
99% |
True |
False |
423,226 |
20 |
7,541.00 |
6,965.75 |
575.25 |
7.6% |
90.25 |
1.2% |
99% |
True |
False |
215,666 |
40 |
7,541.00 |
6,644.50 |
896.50 |
11.9% |
94.25 |
1.3% |
99% |
True |
False |
108,070 |
60 |
7,541.00 |
5,847.25 |
1,693.75 |
22.5% |
117.75 |
1.6% |
100% |
True |
False |
72,342 |
80 |
7,541.00 |
5,847.25 |
1,693.75 |
22.5% |
130.75 |
1.7% |
100% |
True |
False |
54,303 |
100 |
7,541.00 |
5,847.25 |
1,693.75 |
22.5% |
139.75 |
1.9% |
100% |
True |
False |
43,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,277.25 |
2.618 |
7,994.50 |
1.618 |
7,821.25 |
1.000 |
7,714.25 |
0.618 |
7,648.00 |
HIGH |
7,541.00 |
0.618 |
7,474.75 |
0.500 |
7,454.50 |
0.382 |
7,434.00 |
LOW |
7,367.75 |
0.618 |
7,260.75 |
1.000 |
7,194.50 |
1.618 |
7,087.50 |
2.618 |
6,914.25 |
4.250 |
6,631.50 |
|
|
Fisher Pivots for day following 21-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,507.75 |
7,504.75 |
PP |
7,481.00 |
7,475.00 |
S1 |
7,454.50 |
7,445.25 |
|